Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.583 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48366.22 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46165.38 Kr¶

PnL: ---------------------------------------> -2056.87 Kr¶

DD now: ---------------------------------> -7.118 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:32:15.526725'

Anic Portfolio¶

This Week¶

Return: -0.202 %¶

Total¶

Return: 58.362 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.190000 837.900000 139.900000 20.040000 698.000040
VBG GROUP B 4 -3.860000 648.000000 40.000000 6.580000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Nordisk Bergteknik B 130 -2.570000 4192.500000 28.500000 0.680000 4163.999970
Stillfront Group 38 -2.250000 709.460000 23.460000 3.420000 686.000016
Tietoevry 2 -1.810000 649.600000 11.600000 1.820000 638.000000
Vitec Software Group B 1 -1.770000 494.600000 9.600000 1.980000 485.000000
MEKO 13 -2.200000 1560.000000 6.000000 0.390000 1554.000006
G5 Entertainment 3 -0.780000 570.300000 -1.700000 -0.300000 572.000001
SKF A 3 -3.860000 589.800000 -3.200000 -0.540000 593.000001
SKF B 3 -3.900000 590.700000 -5.300000 -0.890000 596.000001
Mycronic 3 -3.230000 646.200000 -5.800000 -0.890000 651.999999
ASSA ABLOY B 2 -1.760000 501.600000 -12.400000 -2.410000 514.000000
Addnode Group B 6 -2.440000 696.600000 -12.400000 -1.750000 709.000002
Embracer Group B 14 -5.250000 673.050000 -15.950000 -2.310000 689.000004
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.430000 611.100000 -21.900000 -3.460000 632.999997
Loomis 6 -2.320000 2019.600000 -23.400000 -1.150000 2043.000000
Husqvarna B 7 -3.270000 612.500000 -27.500000 -4.300000 639.999997
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.270000 930.000000 -32.000000 -3.330000 961.999998
Avanza Bank Holding 2 -6.870000 477.000000 -34.000000 -6.650000 511.000000
Swedbank A 3 -3.490000 576.300000 -41.700000 -6.750000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Lagercrantz Group B 5 -2.850000 562.500000 -44.500000 -7.330000 607.000000
Norva24 Group 12 -2.150000 360.000000 -47.250000 -11.600000 407.250000
Collector Bank 29 -6.710000 1186.100000 -47.900000 -3.880000 1233.999996
Fastighetsbolaget Emilshus B 23 19.090000 643.430000 -51.570000 -7.420000 694.999993
Mips 1 -2.830000 469.900000 -59.100000 -11.170000 529.000000
Dustin Group 18 -4.890000 609.120000 -60.880000 -9.090000 669.999996
Nordea Bank Abp 30 -4.200000 3693.600000 -69.400000 -1.840000 3762.999990
AFRY 3 -2.980000 518.400000 -76.600000 -12.870000 594.999999
Viaplay Group B 4 -5.980000 942.800000 -94.200000 -9.080000 1037.000000
Beijer Alma B 9 -1.450000 1836.000000 -118.000000 -6.040000 1953.999999
RVRC Holding 17 -4.910000 540.260000 -142.740000 -20.900000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -3.490000 3536.000000 -602.000000 -14.550000 4138.000000
TOTAL 46172.850000 -2049.400000 -7.10361% 48222.250041

Updated:¶

'2023-03-13 13:32:00.145237'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶